Anic Equity¶

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Total return since start: 0.57 %¶

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Equity now: -----------------------------> 47956.93 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46561.98 Kr¶

PnL: ---------------------------------------> -326.59 Kr¶

DD now: ---------------------------------> -1.384 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 14:45:21.100225'

Anic Portfolio¶

Today¶

Return: 0.092 %¶

This Week¶

Return: 0.092 %¶

Total¶

Return: 56.999 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.810000 3234.400000 263.400000 8.870000 2971.000006
HEBA B 70 2.920000 2835.000000 199.000000 7.550000 2636.000010
FM Mattsson Mora Group B 50 0.170000 2980.000000 53.000000 1.810000 2927.000000
AcadeMedia 12 0.850000 598.320000 41.320000 7.420000 557.000004
Corem Property Group B 59 0.770000 618.320000 41.320000 7.160000 576.999999
Samhällsbyggnadsbo. i Norden B 20 3.100000 392.400000 37.400000 10.540000 355.000000
MedCap 2 2.700000 457.000000 36.000000 8.550000 421.000000
HMS Networks 2 3.500000 708.800000 35.800000 5.320000 673.000000
Boozt 12 0.140000 1688.400000 34.400000 2.080000 1653.999996
SAAB B 8 -0.930000 3408.000000 31.000000 0.920000 3377.000000
Resurs Holding 22 -0.290000 599.280000 25.280000 4.400000 573.999998
Eastnine 4 1.100000 514.400000 23.400000 4.770000 491.000000
OEM International B 7 0.640000 549.500000 21.500000 4.070000 527.999997
Intrum 4 1.790000 545.600000 18.600000 3.530000 527.000000
Norva24 Group 16 -0.340000 558.080000 15.080000 2.780000 543.000000
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 1.690000 544.240000 12.240000 2.300000 532.000000
Securitas B 6 2.140000 576.060000 6.060000 1.060000 570.000000
Karnov Group 9 0.170000 541.800000 5.800000 1.080000 536.000004
CTEK 13 1.640000 538.720000 4.720000 0.880000 533.999999
Swedbank A 3 0.130000 568.050000 4.050000 0.720000 564.000000
Samhällsbyggnadsbo. i Norden D 12 2.390000 246.720000 0.720000 0.290000 246.000000
Creaspac SPAC 6 -0.210000 576.600000 -0.400000 -0.070000 577.000002
Handelsbanken A 5 0.180000 545.000000 -1.000000 -0.180000 546.000000
Nordea Bank Abp 29 0.080000 3451.580000 -2.420000 -0.070000 3453.999992
Essity B 2 -2.040000 565.600000 -8.400000 -1.460000 574.000000
Midsona B 63 2.590000 574.560000 -8.440000 -1.450000 582.999984
Essity A 4 -1.570000 1132.000000 -17.000000 -1.480000 1149.000000
International Petroleum Corp. 5 4.200000 571.000000 -23.570000 -3.960000 594.565215
Sampo Oyj SDB 7 -0.460000 3825.500000 -24.500000 -0.640000 3850.000000
Vivesto 1368 -2.610000 542.000000 -71.000000 -11.580000 612.999432
Axfood 13 0.110000 3664.700000 -91.300000 -2.430000 3756.000001
OX2 18 -0.430000 1442.700000 -221.300000 -13.300000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 0.360000 2891.200000 -470.800000 -14.000000 3361.999992
TOTAL 46561.980000 -326.590000 -1.38384% 46888.564618

Updated:¶

'2023-01-23 14:45:33.303434'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶